Sunday 9th September to Wednesday the 12th September 2018
Trinity College – The Danson Room
Broad Street, Oxford OX1 3BH
The Malmaison Hotel
Oxford Castle, 3 New Road, Oxford, OX1 1AY
The opportunity to speak at the London Quant Group autumn seminar has attracted outstanding speakers from academia and practitioners of quantitative finance. Talks shall cater to a broad range of interests; they shall be engaging, thought provoking and provide theoretical and practical insights to take away and implement. Click here to register. The seminar shall include three awesome dinners, lunches, and of course the annual punting challenge!
Confirmed speakers listed in random order
Head of Multi-Asset Research, Schroders
Senior Lecturer in Finance, Cambridge Judge Business School
On Corporate Social ResponsibilityHead of Portfolio Analytics Research, Bloomberg
On the term structure of volatilityAssociate, Systemic Risk Centre – LSE
On factor stabilityPartner, First QuadrantSenior Research Scientist at Thomson Reuters
Risk mining real news
Nick Baltas is Head of portfolio construction, Goldman Sachs and Bernd Scherer oversees portfolio management for private clients at Bankhaus Lampe
Together they will discuss
Tail Risk in the Cross Section of Alternative Risk Premium Strategies
University of Cambridge and Professor, Discipline of Finance, University of SydneyReader, Cambridge Judge Business School
On Securities LendingExecutive Director, UBSGlobal Head of Quantitative Research at Barclays
Diversity and stability: a symbiotic relationship in asset allocation
Nick is Head of portfolio construction, Goldman Sachs, and Bernd oversees portfolio management for private clients atBankhaus Lampe
Together they will discuss On crowding.
Managing Director and Global Co-Head of Risk and Quantitative Analysis, BlackRock It’s risky to forecast
Book now to guarantee both a seminar place and accommodation.
We have reserved rooms at the Malmaison Hotel (previously the Oxford prison) and Trinity College at very advantageous rates. Room reservation and seminar registration are combined.
Room bookings are for three nights from the evening of the 9th to the morning of the 12th September 2018. There are two room types at the Malmaison Hotel created from the old Oxford prison. Cell Rooms are the converted cells in cell block A. The “Standard Room” – is spacious and comfortable, they’re not old cells and they’re slightly cheaper. Trinity rooms are comfortable and excellent value.
Informal dinner at the Malmaison on the evening of Sunday 9th.
Formal dinner at Trinity on Monday the 10th
Informal dinner at Cuttlefish Restaurant on Tuesday the 11th
Annual Punting Challenge
The annual punting challenge offers a unique opportunity to demonstrate your elegance, skill, fitness, power and luck in both punting and investment…
Guests are very welcome to all social events and guest tickets are available for £300
Cost and Registration
The fee for this seminar is £1050 plus the booking fee and whatever accommodation you choose and of course the VAT. Apologies that the VAT and booking fees mean the final price to pay are sometimes very odd numbers!
The Punting Challenge in Detail
The challenge is an opportunity to demonstrate elegance, skill, fitness, power and luck in both punting and investment. It is also a chance to demonstrate asynchronous swimming, market-making, game theory, career planning, hedging, tail risk management, making and keeping friends.
Punting is both easier and harder than it looks – but above all it is to be enjoyed with friends in a beautiful setting. Practice and instruction are typically organised on the Sunday before the seminar actually starts and depending on demand, or need, also on the Monday.